This paper proposes a novel approach for uncertainty quantification in dense Conditional Random Fields (CRFs). The presented approach, called Perturb-and-MPM, enables efficient, approximate sampling from dense multi-label CRFs via random perturbations. An analytic error analysis was performed which identified the main cause of approximation error as well as showed that the error is bounded. Spatial uncertainty maps can be derived from the Perturb-and-MPM model, which can be used to visualize uncertainty in image segmentation results. The method is validated on synthetic and clinical Magnetic Resonance Imaging data. The effectiveness of the approach is demonstrated on the challenging problem of segmenting the tumor core in glioblastoma. We found that areas of high uncertainty correspond well to wrongly segmented image regions. Furthermore, we demonstrate the potential use of uncertainty maps to refine imaging biomarkers in the case of extent of resection and residual tumor volume in brain tumor patients.